My research interest lies in the study of complex data structures, such as networks and time series. I am especially interested in scenarios where heavy-tailed observations are present and where novel statistical tools are called for!
Before coming to Columbia, I obtained my bachelor degree in mathematics from the University of Hong Kong.
Room 1005, MC 4690
1255 Amsterdam Ave
New York, NY 10027
phyllis at stat.columbia.edu
- extreme value analysis, tail dependence
- time series analysis, serial dependence testing
- network analysis, power laws in directed networks
- Wan, P., Davis, R.A. (2017+) Threshold selection for multivariate heavy-tailed data. Under revision.
- Davis, R.A., Matsui, M., Mikosch, T., Wan, P. (2017+) Applications of distance covariance to time series. Bernoulli. To appear.
- Wan, P., Wang, T., Davis, R.A., Resnick, S.I. (2017) Fitting the linear preferential attachment model. Electronic Journal of Statistics. 11(2), 3738–3780.
- Samorodnitsky, G., Resnick, S.I., Towsley, D., Davis, R.A., Willis, A., Wan, P. (2016) Nonstandard regular variation of in-degree and out-degree in the preferential attachment model. Journal of Applied Probability. 53(1), 146–161.
- Course Instructor
- STAT 1111: Introduction to Statistics w/o Calculus
- Review for Theoretical Statistics PhD Qualification Exam
- Teaching Assistant
- STAT 1211: Introduction to Statistics w/ Calculus
- STAT 3105: Probability
- STAT 3106: Applied Data Mining
- STAT 3107: Statistical Inference
- STAT 4240: Data Mining
- STAT 4260: Bayesian Statistics
- STAT 4400: Statistical Machine Learning
- STAT 4437: Time Series Analysis
- STAT 4701: Statistical Inference and Modeling
- STAT 6301: Probability (PhD level)
- Organized a session on Extremes at the 31st New England Statistics Symposium, Apr 21–22, 2017.
- Organized the 2015 Minghui Yu Memorial Conference, a student sponsored conference featuring research talks by doctoral students and an invited keynote speaker, Apr 18, 2015.
- Served on the Statistical Consulting Team at Department of Statistics at Columbia University, Spring 2015, Fall 2016.
- Served as the Graduate Student Representative of Department of Statistics at Columbia University, 2014–2015.